CTASimplify Managed Futures Strategy ETF

Diversifier4y track recordRanked #32 of 240 in this goal

Seeks long-term capital appreciation.

By Simplify Asset Management · Launched 2022

Annual Cost

0.75%

#3,765 of 5,562 · expensive

Fund Size

$1.6B

#862 of 5,562 · large

Return (1Y)Goal

+2.7%

Track Record

4 years

#2,633 of 5,562 · seasoned

Performance

Total-return NAV · USD

Growth of $10,000

$10,357+3.6%

Total-return NAV, USD. Net of fund fees, before tax.

Classification

How Beacon categorizes this fund

Asset class

Alternative

Region

Global

Strategy

Managed futures

What it actually holds

By weight

Concentration

Top 10 holdings = 103.8% of fundconcentrated

Simplify Government Money Market ETF

90.8%

TREASURY BILL

5.0%

TREASURY BILL

5.0%

TREASURY BILL

1.3%

COMMODITY EXCHANGE, INC.HGH6

0.4%

DREYFUS TRSY OBLIG CASH M

0.4%

TREASURY BILL

0.4%

COMMODITY EXCHANGE, INC.SIH6

0.2%

TREASURY BILL

0.2%

BOARD OF TRADE OF THE CITY OF CHICAGO, INC.S H6

0.1%

Asset allocation

Other

194.6%

Cash

116.5%

Stocks

7.7%

Risk profile

Last 12 months · Sharpe & Sortino need 3+ years

Volatility (1Y)

20.4%High

Year-on-year price swings

Max drawdown

-18.1%Moderate

Worst peak-to-trough loss

Sharpe (3Y)

0.34Below average

Sortino (3Y)

0.47Moderate downside risk

Where to buy

Listing

Exchange: NYSE Arca

Full fund details

Objective: Seeks long-term capital appreciation.
Strategy: Invests primarily in equity, U.S. Treasury, commodity, and foreign exchange futures contracts. Positions are taken based on positive or negative price trends, with potential short-term U.S. Treasury securities for collateral.
Inception date: March 7, 2022
Fund family: Simplify Asset Management